Here, I want to discuss the main probability distribution (based on my humble knowledge). Probability is the area that I am so fascinated with because there are many applications in several science topics. The principal probability distributions necessary to understand the whole process regarding inference and applying statistical models are Bernoulli, Binomial, Negative-Binomial, Poisson, Normal, and Gamma. Of course, there are many other essential distributions that I am not to discourse here. I will try to explain the support and parameters beyond the idea behind each one.

REFERENCES

Agresti, Alan. 2015. Foundations of Linear and Generalized Linear Models. John Wiley & Sons.

DeGroot, Morris H, and Mark J Schervish. 2012. Probability and Statistics. Pearson Education.

R Core Team. 2021. R: A Language and Environment for Statistical Computing. Vienna, Austria: R Foundation for Statistical Computing. https://www.R-project.org/.

Rigby, Robert A, Mikis D Stasinopoulos, Gillian Z Heller, and Fernanda De Bastiani. 2019. Distributions for Modeling Location, Scale, and Shape: Using GAMLSS in r. CRC press.